4dd44782c5
在后端API中新增 `/market-overview` 接口，拉取Binance公开市场数据，并计算策略配置与市场状态的对比。前端组件更新以支持市场行情概览的展示，提供实时市场数据与策略匹配情况，提升用户体验与决策支持。
183 lines
6.5 KiB
Python
183 lines
6.5 KiB
Python
"""
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市场行情概览 - 用于全局配置页展示
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拉取 Binance 公开接口（无需 API Key），与策略过滤逻辑对应的数据。
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"""
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import json
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import logging
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import ssl
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import urllib.request
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from typing import Any, Dict, Optional
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logger = logging.getLogger(__name__)
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BINANCE_FUTURES_BASE = "https://fapi.binance.com"
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BINANCE_FUTURES_DATA = "https://fapi.binance.com/futures/data"
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REQUEST_TIMEOUT = 10
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def _http_get(url: str, params: Optional[dict] = None) -> Optional[Any]:
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"""发起 GET 请求，返回 JSON 或 None。"""
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if params:
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qs = "&".join(f"{k}={v}" for k, v in params.items())
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url = f"{url}?{qs}"
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try:
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req = urllib.request.Request(url, headers={"Accept": "application/json"})
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ctx = ssl.create_default_context()
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with urllib.request.urlopen(req, timeout=REQUEST_TIMEOUT, context=ctx) as resp:
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return json.loads(resp.read().decode("utf-8"))
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except Exception as e:
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logger.debug("market_overview HTTP GET 失败 %s: %s", url[:80], e)
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return None
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def _fetch_klines(symbol: str, interval: str, limit: int) -> Optional[list]:
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"""获取 K 线数据。"""
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data = _http_get(
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f"{BINANCE_FUTURES_BASE}/fapi/v1/klines",
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{"symbol": symbol, "interval": interval, "limit": limit},
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)
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return data if isinstance(data, list) else None
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def _compute_change_from_klines(klines: list, periods: int) -> Optional[float]:
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"""根据 K 线计算最近 N 根的总涨跌幅（比例，如 -0.0167 表示 -1.67%）。"""
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if not klines or len(klines) < periods + 1:
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return None
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first_close = float(klines[0][4])
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last_close = float(klines[-1][4])
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return (last_close - first_close) / first_close if first_close else None
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def fetch_symbol_change_period(symbol: str, interval: str, periods: int) -> Optional[float]:
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"""获取指定交易对在指定周期内的涨跌幅（比例）。"""
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klines = _fetch_klines(symbol, interval, periods + 1)
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return _compute_change_from_klines(klines, periods) if klines else None
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def fetch_ticker_24h(symbol: str) -> Optional[Dict]:
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"""获取 24h ticker。"""
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data = _http_get(f"{BINANCE_FUTURES_BASE}/fapi/v1/ticker/24hr", {"symbol": symbol})
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return data if isinstance(data, dict) else None
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def fetch_premium_index(symbol: str) -> Optional[Dict]:
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"""获取资金费率等。"""
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data = _http_get(f"{BINANCE_FUTURES_BASE}/fapi/v1/premiumIndex", {"symbol": symbol})
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return data if isinstance(data, dict) else None
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def fetch_long_short_ratio(symbol: str = "BTCUSDT", period: str = "1d", limit: int = 1) -> Optional[float]:
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"""获取大户多空比。"""
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data = _http_get(
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f"{BINANCE_FUTURES_DATA}/topLongShortPositionRatio",
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{"symbol": symbol, "period": period, "limit": limit},
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)
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if not isinstance(data, list) or len(data) == 0:
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return None
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try:
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return float(data[-1].get("longShortRatio", 1))
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except (TypeError, ValueError):
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return None
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def get_market_overview() -> Dict[str, Any]:
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"""
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获取市场行情概览，与策略过滤逻辑对应的数据。
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供全局配置页展示，帮助用户确认当前策略方案是否匹配市场。
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"""
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result = {
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"btc_24h_change_pct": None,
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"eth_24h_change_pct": None,
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"btc_15m_change_pct": None,
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"btc_1h_change_pct": None,
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"eth_15m_change_pct": None,
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"eth_1h_change_pct": None,
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"btc_funding_rate": None,
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"eth_funding_rate": None,
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"btc_long_short_ratio": None,
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"btc_trend_4h": None,
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"market_regime": None,
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"beta_filter_triggered": None,
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}
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# 24h 涨跌幅
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btc_ticker = fetch_ticker_24h("BTCUSDT")
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if btc_ticker is not None:
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try:
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result["btc_24h_change_pct"] = round(float(btc_ticker.get("priceChangePercent", 0)), 2)
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except (TypeError, ValueError):
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pass
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eth_ticker = fetch_ticker_24h("ETHUSDT")
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if eth_ticker is not None:
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try:
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result["eth_24h_change_pct"] = round(float(eth_ticker.get("priceChangePercent", 0)), 2)
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except (TypeError, ValueError):
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pass
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# 15m / 1h 涨跌幅（大盘共振过滤用）
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btc_15m = fetch_symbol_change_period("BTCUSDT", "15m", 5)
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btc_1h = fetch_symbol_change_period("BTCUSDT", "1h", 3)
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eth_15m = fetch_symbol_change_period("ETHUSDT", "15m", 5)
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eth_1h = fetch_symbol_change_period("ETHUSDT", "1h", 3)
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if btc_15m is not None:
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result["btc_15m_change_pct"] = round(btc_15m * 100, 2)
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if btc_1h is not None:
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result["btc_1h_change_pct"] = round(btc_1h * 100, 2)
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if eth_15m is not None:
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result["eth_15m_change_pct"] = round(eth_15m * 100, 2)
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if eth_1h is not None:
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result["eth_1h_change_pct"] = round(eth_1h * 100, 2)
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# 资金费率
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btc_prem = fetch_premium_index("BTCUSDT")
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if btc_prem is not None:
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try:
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result["btc_funding_rate"] = round(float(btc_prem.get("lastFundingRate", 0)), 6)
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except (TypeError, ValueError):
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pass
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eth_prem = fetch_premium_index("ETHUSDT")
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if eth_prem is not None:
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try:
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result["eth_funding_rate"] = round(float(eth_prem.get("lastFundingRate", 0)), 6)
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except (TypeError, ValueError):
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pass
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# 大户多空比
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lsr = fetch_long_short_ratio("BTCUSDT", "1d", 1)
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if lsr is not None:
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result["btc_long_short_ratio"] = round(lsr, 4)
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# 4H 趋势
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klines_4h = _fetch_klines("BTCUSDT", "4h", 60)
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if klines_4h and len(klines_4h) >= 21:
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try:
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from trading_system.market_regime_detector import compute_trend_4h_from_klines
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result["btc_trend_4h"] = compute_trend_4h_from_klines(klines_4h)
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except Exception:
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result["btc_trend_4h"] = _simple_trend_4h(klines_4h)
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# 市场状态（bull/bear/normal）
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try:
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from trading_system.market_regime_detector import detect_market_regime
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regime, details = detect_market_regime()
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result["market_regime"] = regime
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result["market_regime_details"] = details
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except Exception as e:
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logger.debug("market_overview 获取市场状态失败: %s", e)
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return result
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def _simple_trend_4h(klines: list) -> str:
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"""简化 4H 趋势：价格 vs 最近一根 K 线前 20 根均价。"""
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if len(klines) < 21:
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return "neutral"
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closes = [float(k[4]) for k in klines]
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price = closes[-1]
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avg20 = sum(closes[-21:-1]) / 20
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if price > avg20 * 1.002:
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return "up"
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if price < avg20 * 0.998:
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return "down"
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return "neutral"
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